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I'm performing linear regression and hope to make claims about specific variables while keeping the others constant. I was wondering if this was possible. For clarity, I have three predictors: $\beta_1, \beta_2, \beta_3$ I want to see if the residuals of $\beta_1$ have non-constant variance or if a non-linear relation exists while controlling $\beta_2, \beta_3$. Is this possible?

Bepop
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  • Multivariate regression involves a vector response. Are you perhaps asking about multiple regression? If so, the answer is yes, as explained in various threads including https://stats.stackexchange.com/questions/17336 and https://stats.stackexchange.com/questions/397183. Maybe the latter is exactly what you want to know? – whuber Jul 07 '23 at 18:41
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    @whuber yes, you're right, thank you I was looking for partial residual plots. And thanks for all your contributions to various networks, but especially this one. I see your responses on so many posts that I read! – Bepop Jul 07 '23 at 18:51

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